+550.0%
PL vs SCHG
+88.4%
+461.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -0.4% |
| 7D | -7.5% | -0.1% | -7.5% | -7.7% |
| 30D | -25.6% | -1.5% | -24.1% | -23.9% |
| 3M | -45.6% | +4.4% | -50.0% | -49.3% |
| 6M | -29.5% | +15.7% | -45.3% | -43.3% |
| YTD | -9.7% | +8.3% | -18.0% | -18.9% |
| 1Y | +84.4% | +14.2% | +70.1% | +53.3% |
| 3Y | +550.0% | +88.3% | +461.7% | +181.7% |
| All | +550.0% | +88.4% | +461.6% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SCHG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling